But it looks like the useradd accepts arbitrary usernames, which is cool! So I've tried my name in Greek:

sudo useradd -m Σάββας

Then adding a password:

sudo passwd Σάββας

And that is all that is required!! Maybe some programs aren't ready yet, but so far I've tried: terminal, console, firefox, rhythmbox, totem player. None of them returned any errors nor did they crash.